I find that after wearing the standard issue iPhone headphones for any length of time, my ears actually get sore. I have a pair of Shure SE210's. These are in-ear, provide excellent sound quality and comfort. The cable is very short, with a 30" or so extension. There is a mic adapter available on their site that replaces the extension. These are a little pricey - $179 for the earphones and an extra 30 or 40 dollars for the mic adapter, but well worth it, IMHO.

I find that after wearing the standard issue iPhone headphones for any length of time, my ears actually get sore. I have a pair of Shure SE210's. These are in-ear, provide excellent sound quality and comfort. The cable is very short, with a 30" or so extension. There is a mic adapter available on their site that replaces the extension. These are a little pricey - $179 for the earphones and an extra 30 or 40 dollars for the mic adapter, but well worth it, IMHO.

Out of your league but Bang & Olufsen A8s have great sound quality but cost too much. I have been using them for two years now.

What type of music do you listen to?

Any headphones by Shure will kill any of the overpriced products made by B&O,Bose etc. For under $20 you should be able to pick up some sennheiser's which sound pretty good for the money but this is in britain i odnt know about the US